- Y Diweddaraf sydd Ar Gael (Diwygiedig)
- Pwynt Penodol mewn Amser (31/12/2020)
- Gwreiddiol (a wnaed Fel)
There are currently no known outstanding effects for the The Capital Requirements (Amendment) (EU Exit) Regulations 2019.
Revised legislation carried on this site may not be fully up to date. At the current time any known changes or effects made by subsequent legislation have been applied to the text of the legislation you are viewing by the editorial team. Please see ‘Frequently Asked Questions’ for details regarding the timescales for which new effects are identified and recorded on this site.
PART 3 Amendment of retained direct EU law
15.Article 12a (consolidated calculation for G-SIIs with multiple resolution entities)
16.Article 13 (application of disclosure requirements on a consolidated basis)
23.Article 54 (write down or conversion of Additional Tier 1 instruments)
29.Article 78a (permission to reduce eligible liabilities instruments)
30.Article 81 (minority interests that qualify for inclusion in consolidated Common Equity Tier 1 capital)
31.Article 82 (qualifying Additional Tier 1, Tier 1, Tier 2 capital and qualifying own funds)
32.Article 92a (requirements for own funds and eligible liabilities for G-SIIs)
33.Article 92b (requirement for own funds and eligible liabilities for non-EU G-SIIs)
34.Article 117 (exposures to multilateral development banks)
36.Article 124 (exposures secured by mortgages on immovable property)
37.Article 132a (approaches for calculating risk-weighted exposure amounts of CIUs)
41.Article 325 (approaches for calculating the own funds requirements for market risk)
43.Article 325h (aggregation of risk-class specific own funds requirements for delta, vega and curvature risks)
44.Article 325i (treatment of index instruments and multi-underlying options)
45.Article 325j (treatment of collective investment undertakings)
48.Article 325ae (risk weights for general interest rate risk)
49.Article 325ag (correlations across buckets for general interest rate risk)
50.Article 325ah (risk weights for credit spread risk for non-securitisations)
51.Article 325ak (risk weights for credit spread risk for securitisations included in the ACTP)
55.Article 325az (alternative internal model approach and permission to use alternative internal models)
58.Article 325be (assessment of the modellability of risk factors)
59.Article 325bf (regulatory back-testing requirements and multiplication factors)
62.Article 325bk (calculation of stress scenario risk measure)
63.Article 325bp (particular requirements for an internal default risk model)
65.Article 391 (definition of an institution for large exposures purposes)
67.Article 396 (compliance with large exposures requirements)
70.Article 419 (currencies with constraints on the availability of liquid assets)
71.Article 430 (reporting on prudential requirements and financial information)
72.Article 430b (specific reporting requirements for market risk)
73.Article 430c (feasibility report on the integrated reporting system)
76.Article 461a (alternative standardised approach for market risk)
77.Article 497 (own funds requirements for exposures to CCPs)
79.Article 501a (adjustment to own funds requirements for credit risk for exposures to entities that operate or finance physical structures or facilities, systems and networks that provide or support essential public services)
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